An estimator of the number of change points based on a weak invariance principle

Statistics and Probability Letters

Volumn 51, Issue 2, 2001, Pages 189-196

  Kühn, Christoph ^a  

^a TECHNICAL UNIVERSITY OF MUNICH   (Germany)

Author keywords

60F17; 62F12; Change in the mean; Change points; Invariance principle; Linear process; Partial sum; Renewal process; Schwarz criterion

Indexed keywords

EID: 18044403511     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(00)00155-3     Document Type: Article

References (9)

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